+190.0%
ON vs FLEX
+204.2%
-14.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +2.1% |
| 7D | -4.1% | -13.6% | +9.5% | +2.9% |
| 30D | -10.2% | -36.5% | +26.3% | +11.2% |
| 3M | -12.7% | -36.4% | +23.7% | +7.7% |
| 6M | -32.5% | -46.5% | +13.9% | -8.4% |
| YTD | +28.6% | +25.9% | +2.6% | +5.3% |
| 1Y | +43.4% | +19.6% | +23.8% | +19.8% |
| 3Y | +3.3% | +287.0% | -283.7% | -54.1% |
| 5Y | +22.5% | +466.6% | -444.1% | -54.3% |
| 10Y | +535.7% | +626.9% | -91.2% | +101.5% |
| All | +190.0% | +204.2% | -14.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling